Using FB as a network for ads and ad swaps seems like a viable option.
What about events and webzines?
Bat's Day Out is a big one.... Various horror cons across the country... Music Festivals-- there are a few on the East Coast that are soon.
Gothic Noir has a web zine. Their FB seems to have a good number of "likes". (over 1000)
Gorey Details is popular with our members and has a very interactive FB. Maybe they would be interested in ad swaps or some such?
Yes! (Agree completely!) The forms of advertising you mentioned are the same as those used by Street Teams, and they work.
I know several people here can do graphic design and such, and it would be awesome if some of us would put together some flyers or postcard sized advertisements that anyone can print out to pass out at events, or even to pass out with off-site purchases/orders.

People could print them out and take them to cons, ask alternative/underground shop owners in their area if they wouldn't mind leaving a stack by their register for customers to take if interested, pass them out at concerts or clubs, post one on your local bulletin board, etc. (Just, you know, keep it legal. Don't tape 100 of them to the doors of a Wal-Mart bathroom or anything. lmao)
I was also thinking the other day about link exchanges. Dave: Would you be willing to place banners to other websites on the "Links" page if they also sported the Goth Auctions banners on the "Links" page of their website? I could get in touch with several people to exchange banners, but didn't want to do it until I made sure you were okay with it and willing to place their banners here.
Blue: Ad swaps is a great idea as well! There are *tons* of awesome gothic/alternative websites that are on FaceBook who have HUGE followings (over 15,000 followers in some cases)! At the very least, even if they won't advertise the site directly, perhaps they will let me post an ad to their wall for fans to read. I have no problem getting in touch with people and making this happen soon.
Natey's idea of a sponsored raffle on Listia is a great idea as well! I use Listia quite a bit. They have a lot of active users and a lot of people participate in those raffles!

-Aly-